Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.37% | 13.23 CHF | 13.24 CHF | 31'000 | 31'000 | 12'756 | 12'756 | 168'268 CHF | 168'684 CHF | 98.92% | 98.92% |
12.07.2024 | 0.40% | 13.07 CHF | 13.08 CHF | 31'000 | 31'000 | 12'942 | 12'942 | 164'930 CHF | 165'355 CHF | 99.51% | 99.51% |
11.07.2024 | 0.36% | 13.01 CHF | 13.02 CHF | 31'000 | 31'000 | 11'977 | 11'977 | 160'339 CHF | 160'713 CHF | 99.94% | 99.94% |
10.07.2024 | 0.37% | 13.57 CHF | 13.58 CHF | 30'000 | 30'000 | 11'940 | 11'940 | 160'801 CHF | 161'177 CHF | 99.59% | 99.59% |
09.07.2024 | 0.36% | 13.31 CHF | 13.32 CHF | 30'000 | 30'000 | 11'931 | 11'931 | 162'573 CHF | 162'947 CHF | 99.30% | 99.30% |
08.07.2024 | 0.38% | 13.48 CHF | 13.49 CHF | 30'000 | 30'000 | 12'530 | 12'530 | 166'441 CHF | 166'853 CHF | 100.00% | 100.00% |
05.07.2024 | 0.40% | 12.98 CHF | 12.99 CHF | 31'000 | 31'000 | 13'212 | 13'212 | 164'563 CHF | 164'986 CHF | 95.45% | 95.45% |
04.07.2024 | 0.47% | 11.91 CHF | 11.95 CHF | 10'000 | 10'000 | 8'388 | 8'388 | 100'358 CHF | 100'804 CHF | 97.96% | 97.96% |
03.07.2024 | 0.36% | 12.01 CHF | 12.02 CHF | 33'000 | 33'000 | 13'801 | 13'801 | 160'711 CHF | 161'089 CHF | 94.49% | 94.49% |
02.07.2024 | 0.38% | 11.26 CHF | 11.27 CHF | 35'000 | 35'000 | 13'895 | 13'895 | 154'832 CHF | 155'206 CHF | 99.99% | 99.99% |